Trading Metrics calculated at close of trading on 01-Jul-2020 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Jun-2020 |
01-Jul-2020 |
Change |
Change % |
Previous Week |
Open |
227.4880 |
225.5810 |
-1.9070 |
-0.8% |
229.5190 |
High |
229.8900 |
232.6120 |
2.7220 |
1.2% |
249.1390 |
Low |
223.0750 |
224.2630 |
1.1880 |
0.5% |
226.0460 |
Close |
225.5810 |
231.3870 |
5.8060 |
2.6% |
230.2810 |
Range |
6.8150 |
8.3490 |
1.5340 |
22.5% |
23.0930 |
ATR |
11.7037 |
11.4641 |
-0.2396 |
-2.0% |
0.0000 |
Volume |
426,329 |
513,525 |
87,196 |
20.5% |
3,230,126 |
|
Daily Pivots for day following 01-Jul-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
254.4677 |
251.2763 |
235.9790 |
|
R3 |
246.1187 |
242.9273 |
233.6830 |
|
R2 |
237.7697 |
237.7697 |
232.9177 |
|
R1 |
234.5783 |
234.5783 |
232.1523 |
236.1740 |
PP |
229.4207 |
229.4207 |
229.4207 |
230.2185 |
S1 |
226.2293 |
226.2293 |
230.6217 |
227.8250 |
S2 |
221.0717 |
221.0717 |
229.8564 |
|
S3 |
212.7227 |
217.8803 |
229.0910 |
|
S4 |
204.3737 |
209.5313 |
226.7951 |
|
|
Weekly Pivots for week ending 26-Jun-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
304.4343 |
290.4507 |
242.9822 |
|
R3 |
281.3413 |
267.3577 |
236.6316 |
|
R2 |
258.2483 |
258.2483 |
234.5147 |
|
R1 |
244.2647 |
244.2647 |
232.3979 |
251.2565 |
PP |
235.1553 |
235.1553 |
235.1553 |
238.6513 |
S1 |
221.1717 |
221.1717 |
228.1641 |
228.1635 |
S2 |
212.0623 |
212.0623 |
226.0473 |
|
S3 |
188.9693 |
198.0787 |
223.9304 |
|
S4 |
165.8763 |
174.9857 |
217.5799 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
235.7030 |
216.4670 |
19.2360 |
8.3% |
9.0420 |
3.9% |
78% |
False |
False |
483,213 |
10 |
249.1390 |
216.4670 |
32.6720 |
14.1% |
10.0009 |
4.3% |
46% |
False |
False |
556,935 |
20 |
250.1090 |
216.4670 |
33.6420 |
14.5% |
10.8541 |
4.7% |
44% |
False |
False |
613,350 |
40 |
253.1320 |
176.6020 |
76.5300 |
33.1% |
12.6636 |
5.5% |
72% |
False |
False |
705,954 |
60 |
253.1320 |
148.6190 |
104.5130 |
45.2% |
12.9166 |
5.6% |
79% |
False |
False |
843,727 |
80 |
253.1320 |
89.5050 |
163.6270 |
70.7% |
14.6669 |
6.3% |
87% |
False |
False |
1,062,132 |
100 |
288.2310 |
89.5050 |
198.7260 |
85.9% |
16.4637 |
7.1% |
71% |
False |
False |
1,159,536 |
120 |
288.2310 |
89.5050 |
198.7260 |
85.9% |
15.8964 |
6.9% |
71% |
False |
False |
1,151,995 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
268.0953 |
2.618 |
254.4697 |
1.618 |
246.1207 |
1.000 |
240.9610 |
0.618 |
237.7717 |
HIGH |
232.6120 |
0.618 |
229.4227 |
0.500 |
228.4375 |
0.382 |
227.4523 |
LOW |
224.2630 |
0.618 |
219.1033 |
1.000 |
215.9140 |
1.618 |
210.7543 |
2.618 |
202.4053 |
4.250 |
188.7798 |
|
|
Fisher Pivots for day following 01-Jul-2020 |
Pivot |
1 day |
3 day |
R1 |
230.4038 |
229.1045 |
PP |
229.4207 |
226.8220 |
S1 |
228.4375 |
224.5395 |
|